The regression is: \[r - r_f = \alpha + \beta (r_m-r_f) + \varepsilon\]
Ask Julius to compute rf + beta * market_premium.
The regression is \[r-\text{RF} = \alpha + \beta_1 \times \text{MKT-RF} + \beta_2 \times \text{SMB}\] \[+ \beta_3 \times \text{HML} + \beta_4 \times \text{CMA} + \beta_5 \times \text{RMW} + \varepsilon\]
Ask Julius to add the excess FMAGX return to the dataframe (FMAGX return minus RF).
Ask Julius to regress the excess FMAGX return on the Fama-French factors and report the summary.